Description

This analysis provides a forecast of VET prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-20 0.016065 0.018193 0.020517 0.023245 0.026363 0.029822 0.033953
2024-10-27 0.012152 0.014905 0.018173 0.022353 0.027574 0.033906 0.042202
2024-11-03 0.010709 0.013857 0.017813 0.023177 0.030300 0.039490 0.052335
2024-11-10 0.009624 0.013008 0.017462 0.023797 0.032644 0.044663 0.062401
2024-11-17 0.008776 0.012314 0.017160 0.024346 0.034833 0.049739 0.072819
2024-11-24 0.007839 0.011362 0.016358 0.024040 0.035693 0.052932 0.080786
2024-12-01 0.007090 0.010582 0.015693 0.023816 0.036581 0.056174 0.089100
2024-12-08 0.006467 0.009915 0.015110 0.023623 0.037447 0.059402 0.097684
2024-12-15 0.006112 0.009617 0.015046 0.024208 0.039567 0.064787 0.110374
2024-12-22 0.005625 0.009059 0.014514 0.023968 0.040282 0.067895 0.119486
2024-12-29 0.005400 0.008901 0.014603 0.024753 0.042784 0.074251 0.135043
2025-01-05 0.004903 0.008245 0.013805 0.023937 0.042393 0.075473 0.141277
2025-01-12 0.004527 0.007770 0.013288 0.023586 0.042841 0.078324 0.151099
2025-01-19 0.004104 0.007180 0.012523 0.022718 0.042254 0.079205 0.157206
2025-01-26 0.003984 0.007115 0.012678 0.023554 0.044957 0.086610 0.177364
2025-02-02 0.003843 0.006999 0.012726 0.024184 0.047315 0.093578 0.197490
2025-02-09 0.003703 0.006870 0.012738 0.024743 0.049579 0.100583 0.218586
2025-02-16 0.003465 0.006537 0.012334 0.024432 0.050021 0.103842 0.231750
2025-02-23 0.003257 0.006247 0.011987 0.024204 0.050608 0.107457 0.246172
2025-03-02 0.003071 0.005983 0.011671 0.024008 0.051238 0.111222 0.261415
2025-03-09 0.002983 0.005908 0.011728 0.024603 0.053662 0.119243 0.288034
2025-03-16 0.002816 0.005660 0.011410 0.024359 0.054171 0.122928 0.304322
2025-03-23 0.002761 0.005639 0.011560 0.025158 0.057154 0.132731 0.337640